Olsen, 38, is a former Navy SEAL and a stunt double on "NCIS" for his younger brother, Eric Christian Olsen, who stars on the show.

Meanwhile, the pregnancy is not the only news to hit the set of "NCIS" recently; Cote de Pablo will not be returning to the drama as many fans had hoped.

Instead, her character Ziva David will be written off of the series in a fitting manner, but with the opportunity for her return.

"We offered Cote de Pablo a lot of money, and they we offered her even more money," said CBS president Leslie Moonves speaking to the press. "We really don't want to lose her, we love her; we think she was terrific. Ultimately, she decided she didn't want to do the show."

The actress had been with "NCIS" for eight seasons. The next season of the show premieres on CBS on Sept. 24.